Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467977.615 | 295462.7423 | 172514.8727 | 789612.3508 | 673444.078 | 116168.2728 |
Total P&L (%) | 467.9776 | 295.4627 | 172.5149 | 789.6124 | 673.4441 | 116.1683 |
Avg Daily Profit (%) | 0.3436 | 0.2169 | 0.1267 | 0.1606 | 0.1503 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95355 | -80953 | -45976 | -455167 | -350302 | -263632 |
Profit Factor | 1.7503 | 1.9806 | 1.5351 | 1.3797 | 1.7257 | 1.1009 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 41.4634 | 32.7869 | 50 | 41.4634 | 32.7869 | 50 |
Ratio Avg Win / Avg Loss | 2.471 | 4.0601 | 1.5351 | 1.9478 | 3.5376 | 1.1009 |
Largest Winning Trade | 139862 | 139862 | 47284 | 247826 | 247826 | 239358 |
Largest Losing Trade | -35783 | -16757 | -35783 | -189852 | -88130 | -189852 |
Avg Bars in Trades | 131 | 121 | 141 | 131 | 121 | 141 |
Avg Bars in Winners | 218 | 227 | 212 | 218 | 227 | 212 |
Avg Bars in Losers | 70 | 69 | 70 | 70 | 69 | 70 |
Bars Traded | 16190 | 7421 | 8770 | 16190 | 7421 | 8770 |
Profit Streak | 0 | 38.9 | 0 | 0 | 38.9 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330230 | -156577 | -175481 | 230014 | -157221 | -381074 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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